| Ideas |
| Ariely, D. (2008). Predictably irrational. New York: HarperCollins. |
| Gladwell, M. (2008). Outliers: The story of success. New York: Little, Brown & Company. |
| Friedman, T. L. (2006). The world is flat. Updated and expanded edition. New York:Farra, Straus and Giroux. |
| Taleb, N. N. (2005). Fooled by randomness: the hidden role of chance in life and in the markets. 2nd edition. New York: Random House. |
| Gladwell, M. (2002). The tipping point: How little things can make a big difference. New York: Black Bay Books/Little, Brown & Company. |
| Klein, G. (1999). Sources of power: How people make decisions. Reprint edition. Cambridge:MIT Press. |
| Bass, T. A. (1994). Reinventing the future: conversations with the world's leading scientists. Reading: Addison-Wesley. |
| Visionary minds |
| Drucker, P. F. (2002). Managing in the next society. New York: St. Martin's Press. |
| Drucker, P. F. (1999). Management challenges for the 21st Century. Oxford: Butterworth-Heinemann. |
| Krugman, P. (1999). The return of depression economics. London: Allen Lane The Penguin Press. |
| Thurow, L. C. (1999). Creating wealth. London: Nicholas Brealey. |
| Bernstein, P. L. (1998). Against the gods: the remarkable story of risk. New York: John Wiley & Sons. |
| Financial engineering |
| Hull, J. C. (2005). Options, Futures and Other Derivatives. 6th edition. Upper Saddle River: Prentice Hall. |
| Glasserman, P. (2004). Monte Carlo Methods in Financial Engineering. New York: Sprnger-Verlag. |
| Joshi, M. S. (2003). The Concepts and Practice of Mathematical Finance. Cambridge: Cambridge University Press. |
| Dracorogna, M. M., Gençay, R., Müller, Olsen, R. B. & Pictet, O. (2001). An Introduction to high-frequency finance. San Diego: Academic Press. |
| Campbell, J. Y., Lo, A. W. & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton: Princeton University Press. |
| Computing |
| Dalton, S. (2004). Excel add-in development in C/C++: Applications in finance. New York: John Wiley & Sons. |
| Duffy, D. J. (2004). Financial Instrument Pricing Using C++. West Sussex: John Wiley & Sons. |